+54.8%
RCAT vs IONS
+17.1%
+37.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +1.6% | +17.1% | +18.2% |
| 7D | -12.7% | -9.4% | -3.3% | -10.4% |
| 30D | -34.3% | -10.7% | -23.6% | -32.3% |
| 3M | -53.4% | -27.7% | -25.7% | -49.8% |
| 6M | -62.0% | -48.7% | -13.3% | -56.3% |
| YTD | -49.1% | -50.2% | +1.1% | -41.2% |
| 1Y | -53.1% | -46.8% | -6.3% | -46.7% |
| 3Y | +318.7% | -14.8% | +333.5% | +300.6% |
| All | +54.8% | +17.1% | +37.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling